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~institution:"Federal Reserve Bank of San Francisco"
~subject:"Capital income"
~subject:"Prognoseverfahren"
~subject:"Wirtschaftswachstum"
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Lock-in of extrapolative expectations in an asset pricing model
Lansing, Kevin J.
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contributor
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2004
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002116841
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Is implied correlation worth calculating? : Evidence from foreign exchange options and historical data
Walter, Christian
(
contributor
); …
-
2000
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001577552
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3
Evaluating covariance matrix forecasts in a value-at-risk framework
García López, José A.
(
contributor
); …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001577834
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4
Term premia and interest rate forecasts in affine models
Duffee, Greg
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001577848
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5
Evaluating interest rate covariance models within a value-at-risk framework
Ferreira, Miguel A.
(
contributor
); …
-
2004
-
[Elektronische Ressource], rev
Persistent link: https://www.econbiz.de/10002049086
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6
Forecasting industrial production using models with business cycle asymmetry
Huh, Chan-guk
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1993
Persistent link: https://www.econbiz.de/10000898542
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7
Transition dynamics in vintage capital models : explaining the postwar catch-up of Germany and Japan
Gilchrist, Simon
(
contributor
); …
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2004
Persistent link: https://www.econbiz.de/10003156157
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8
Determinants of long-run labor productivity growth : a selective survey with some new empirical results
Spiegel, Mark
-
1994
Persistent link: https://www.econbiz.de/10000907521
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